Animated mesh has incorrect transforms when exported to Unity
As a general rule of thumb, it is a bad idea to animate meshes for use in other applications, there is alot to take into consideration such as world coordinates etc. After animating these, you have very limited control over the mesh in terms of applying transforms or even modifying the mesh later.

Solution, use bones to rig and animate the windmill after applying transforms to the separate parts. Example file with rigged windmill and applied scale and location. By making use of bones to handle the animation, your hard suface model can now be manipulated without the risk of breaking anything else.